FIN7030: Times Series Financial Econometrics 2

.title[
# FIN7030: Times Series Financial Econometrics 2
]
.subtitle[
## Meet the toolkit:<br> R <br> Git <br> Posit <br> Quarto …
]
.author[
### Barry Quinn
]
.date[
### 2023-02-02
]

---

</div> 
---

---

## Course toolkit

<br>

.pull-left[
### .gray[Course operation]
.gray[
- Slack
- Canvas
- Teams
- Github
]
]
.pull-right[
### .pink[Doing financial data science]
- .pink[Programming:]
  - .pink[R]
  - .pink[Posit (Formerly RStudio)]
  - .pink[tidyverse]
  - .pink[Quarto]
- .gray[Version control and collaboration:]
  - .gray[Git]
  - .gray[GitHub]
]

---

## Learning goals

By the end of the course, you will be able to...

- gain insight from data

--
- gain insight from data, **reproducibly**

--
- gain insight from data, reproducibly, **using modern programming tools and techniques**

--
- gain insight from data, reproducibly **and collaboratively**, using modern programming tools and techniques

--
- gain insight from data, reproducibly **(with literate programming and version control)** and collaboratively, using modern programming tools and techniques

---

# Reproducible data analysis

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## Reproducibility checklist

Near-term goals:

- Are the tables and figures reproducible from the code and data?
- Does the code actually do what you think it does?
- In addition to what was done, is it clear *why* it was done?

Long-term goals:

- Can the code be used for other data?
- Can you extend the code to do other things?

---
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## Toolkit for reproducibility

- Scriptability `$\rightarrow$` R
- Literate programming (code, narrative, output in one place) `$\rightarrow$` Quarto
- Version control `$\rightarrow$` Git / GitHub

---
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## R and Posit

.pull-left[
<img src="data:image/png;base64,#../img/r-logo.png" width="25%" />
- R is an open-source statistical **programming language**
- R is also an environment for statistical computing and graphics
- It's easily extensible with *packages*
]
.pull-right[
<img src="data:image/png;base64,#../img/rstudio-logo.png" width="50%" />
- Posit is a convenient interface for R called an **IDE** (integrated development environment), e.g. *"I write R code in the Posit IDE"*
- Posit is not a requirement for programming with R, but it's very commonly used by R programmers and data scientists
]

---
class: inverse

## R packages

- **Packages** are the fundamental units of reproducible R code. They include reusable R functions, the documentation that describes how to use them, and sample data<sup>1</sup>

- As of September 2022, there are over near 20,000 R packages available on **CRAN** (the Comprehensive R Archive Network)<sup>2</sup>

- We're going to work with a small (but important) subset of these!

<sup>2</sup> [CRAN contributed packages](https://cran.r-project.org/web/packages/).
]

---

## Tour: R and Posit

---

## A short list (for now) of R essentials

- Functions are (most often) verbs, followed by what they will be applied to in parentheses:

- Packages are installed with the `install.packages` function and loaded with the `library` function, once per session:

---

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## R essentials (continued)

- Columns (variables) in data frames are accessed with `$`:

]

- Object documentation can be accessed with `?`

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## tidyverse

- The **tidyverse** is an opinionated collection of R packages designed for data science
- All packages share an underlying philosophy and a common grammar
]

---
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# Quarto

- Easy to use interface - Quarto Scientific Publishing Software provides a user-friendly interface that makes it easy to create, edit, and publish scientific documents.

- Comprehensive content management - Quarto Scientific Publishing Software allows users to easily manage their content, including text, images, and multimedia.

-  Automated workflow - Quarto Scientific Publishing Software automates the publishing process, from content creation to publication.

- Customizable templates - Quarto Scientific Publishing Software allows users to customize templates to ensure consistency in their documents.

- Secure platform - Quarto Scientific Publishing Software provides a secure platform with strong encryption and authentication systems to protect user data.

---
class:middle

## Git and GitHub

.pull-left[
<img src="data:image/png;base64,#../img/git-logo.png" width="25%" />
- Git is a version control system -- like “Track Changes” features from Microsoft Word, on steroids
- It's not the only version control system, but it's a very popular one
]
.pull-right[
<img src="data:image/png;base64,#../img/github-logo.png" width="25%" />
- GitHub is the home for your Git-based projects on the internet -- like DropBox but much, much better

- We will use GitHub as a platform for web hosting and collaboration (and as our course management system!)
]

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## Versioning

---
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## Versioning

### with human readable messages

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## Why do we need version control?

---
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## How will we use Git and GitHub?

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## How will we use Git and GitHub?

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## How will we use Git and GitHub?

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## How will we use Git and GitHub?

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# Git and GitHub tips

- There are millions of git commands -- ok, that's an exaggeration, but there are a lot of them -- and very few people know them all. 99% of the time you will use git to add, commit, push, and pull.

- We will be doing Git things and interfacing with GitHub through Posit, but if you google for help you might come across methods for doing these things in the command line <svg aria-hidden="true" role="img" viewBox="0 0 640 512" style="height:1em;width:1.25em;vertical-align:-0.125em;margin-left:auto;margin-right:auto;font-size:inherit;fill:currentColor;overflow:visible;position:relative;"><path d="M41.4 86.6c-12.5-12.5-12.5-32.8 0-45.3s32.8-12.5 45.3 0l192 192c12.5 12.5 12.5 32.8 0 45.3l-192 192c-12.5 12.5-32.8 12.5-45.3 0s-12.5-32.8 0-45.3L210.7 256 41.4 86.6zM288 416H576c17.7 0 32 14.3 32 32s-14.3 32-32 32H288c-17.7 0-32-14.3-32-32s14.3-32 32-32z"/></svg> -- skip that and move on to the next resource unless you feel comfortable trying it out.

- Interested in command line data science see [https://www.datascienceatthecommandline.com/](https://www.datascienceatthecommandline.com/)

- There is a great resource for working with git and R: [happygitwithr.com](http://happygitwithr.com/). Some of the content in there is beyond the scope of this course, but it's a good place to look for help.

---
class: middle

- Create a GitHub account
- Verify your GitHub email
- Adjust your GitHub settings for a more pleasant GitHub experience
  - Settings > Emails > Uncheck "Keep my email address private"
  - Settings > Emails > Update name and photo
]

---
class: middle

.your-turn[
**Difficulty: medium**
- Go to [Github.com](https://github.com) and create an account using your QUB credentials.
- Login to the [Slack channel](https://join.slack.com/t/rethinkingeco-3ss9716/shared_invite/zt-12nfdfr7o-XAy2Ef1knAKXgUNo2kWw3w) and share your username with the lecturer.
- Create a new repository on Github called 'first repo'
- Create a new project on your Q-RaP Posit Cloud account by using the url of your first repo
- create a Rmarkdown file in new RStudio project space.
- Knit the Rmarkdown file to a html file.
- Commit and push change to your Github repo.

]